On financial time series decompositions with applications to volatility:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | Undetermined |
| Veröffentlicht: |
Tokyo
Inst. for Monetary and Economic Studies, Bank of Japan
1998
|
| Schriftenreihe: | IMES discussion paper series
98,6 |
| Schlagworte: | |
| Beschreibung: | 58 S. graph. Darst. |
Internformat
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| 100 | 1 | |a Doksum, Kjell A. |e Verfasser |0 (DE-588)123898188 |4 aut | |
| 245 | 1 | 0 | |a On financial time series decompositions with applications to volatility |c Kjell Doksum ; Ryozo Miura ; Hiroaki Yamauchi |
| 264 | 1 | |a Tokyo |b Inst. for Monetary and Economic Studies, Bank of Japan |c 1998 | |
| 300 | |a 58 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 490 | 1 | |a IMES discussion paper series |v 98,6 | |
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| 689 | 0 | 1 | |a Risikomanagement |0 (DE-588)4121590-4 |D s |
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| 700 | 1 | |a Miura, Ryozo |e Sonstige |4 oth | |
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Datensatz im Suchindex
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| author | Doksum, Kjell A. |
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| author_sort | Doksum, Kjell A. |
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| id | DE-604.BV026961538 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:03:22Z |
| institution | BVB |
| language | Undetermined |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021622507 |
| oclc_num | 174456357 |
| open_access_boolean | |
| owner | DE-188 |
| owner_facet | DE-188 |
| physical | 58 S. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Inst. for Monetary and Economic Studies, Bank of Japan |
| record_format | marc |
| series | IMES discussion paper series |
| series2 | IMES discussion paper series |
| spelling | Doksum, Kjell A. Verfasser (DE-588)123898188 aut On financial time series decompositions with applications to volatility Kjell Doksum ; Ryozo Miura ; Hiroaki Yamauchi Tokyo Inst. for Monetary and Economic Studies, Bank of Japan 1998 58 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier IMES discussion paper series 98,6 Bankenaufsicht (DE-588)4004450-6 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Bankenaufsicht (DE-588)4004450-6 s Risikomanagement (DE-588)4121590-4 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Miura, Ryozo Sonstige oth Yamauchi, Hiroaki Sonstige oth IMES discussion paper series 98,6 (DE-604)BV010647223 98,6 |
| spellingShingle | Doksum, Kjell A. On financial time series decompositions with applications to volatility IMES discussion paper series Bankenaufsicht (DE-588)4004450-6 gnd Mathematisches Modell (DE-588)4114528-8 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4004450-6 (DE-588)4114528-8 (DE-588)4121590-4 |
| title | On financial time series decompositions with applications to volatility |
| title_auth | On financial time series decompositions with applications to volatility |
| title_exact_search | On financial time series decompositions with applications to volatility |
| title_full | On financial time series decompositions with applications to volatility Kjell Doksum ; Ryozo Miura ; Hiroaki Yamauchi |
| title_fullStr | On financial time series decompositions with applications to volatility Kjell Doksum ; Ryozo Miura ; Hiroaki Yamauchi |
| title_full_unstemmed | On financial time series decompositions with applications to volatility Kjell Doksum ; Ryozo Miura ; Hiroaki Yamauchi |
| title_short | On financial time series decompositions with applications to volatility |
| title_sort | on financial time series decompositions with applications to volatility |
| topic | Bankenaufsicht (DE-588)4004450-6 gnd Mathematisches Modell (DE-588)4114528-8 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | Bankenaufsicht Mathematisches Modell Risikomanagement |
| volume_link | (DE-604)BV010647223 |
| work_keys_str_mv | AT doksumkjella onfinancialtimeseriesdecompositionswithapplicationstovolatility AT miuraryozo onfinancialtimeseriesdecompositionswithapplicationstovolatility AT yamauchihiroaki onfinancialtimeseriesdecompositionswithapplicationstovolatility |